+17.8%
PFE vs CVNA
+1,008.4%
-990.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.6% |
| 7D | -4.7% | +5.9% | -10.6% | -4.9% |
| 30D | +3.4% | +19.7% | -16.3% | +2.8% |
| 3M | +9.2% | +7.6% | +1.6% | +8.9% |
| 6M | +15.8% | -2.2% | +18.0% | +15.6% |
| YTD | +23.4% | -9.6% | +33.1% | +23.3% |
| 1Y | +25.8% | +25.4% | +0.4% | +24.6% |
| 3Y | +17.8% | +1,152.6% | -1,134.8% | +15.1% |
| All | +17.8% | +1,008.4% | -990.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CVNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling